Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SBMRX (SSgA Bond Market R) | NA | 4.64% | 6.62% | 3.15% | NA | NA | NA | … | … |
Data as of 08/02/2012, Common starting date is 05/27/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SBMRX (SSgA Bond Market R) | 05/27/2004 | 08/02/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.11 | 4.64 | 6.62 | 3.15 | NA | NA | NA | … | … | 3.95 | 5.40 | 6.90 | 9.56 | -2.41 | -7.87 | 3.29 | 0.97 | 2.61 |
| Sharpe Ratio | NA | 1.24 | 1.82 | 0.55 | NA | NA | NA | … | … | 2.23 | 1.40 | 1.85 | 2.22 | -0.51 | -1.97 | 0.00 | -0.39 | 0.83 |
| Standard Deviation(%) | NA | 3.72 | 3.54 | 4.90 | NA | NA | NA | … | … | 3.03 | 3.85 | 3.67 | 4.26 | 6.58 | 5.54 | 2.88 | 3.07 | 3.94 |
| Draw Down(%) | NA | 1.83 | 3.32 | 13.30 | NA | NA | NA | … | … | 1.44 | 1.83 | 3.32 | 1.69 | 8.75 | 10.46 | 2.05 | 2.57 | 1.97 |
| Yield(%) | 0.00 | 1.61 | 2.80 | 3.11 | 2.78 | 1.85 | 1.39 | … | … | 0.81 | 2.46 | 3.00 | 4.09 | 3.38 | 5.58 | 4.61 | 3.37 | 3.30 |
Data as of 08/02/2012, Common starting date is 05/27/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBMRX (SSgA Bond Market R) |
-3.91%
Oct 2005 – Oct 2008 |
0.10%
Jun 2004 – Jun 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBMRX (SSgA Bond Market R) |
8.98%
Oct 2008 – Oct 2011 |
3.12%
Jul 2007 – Jul 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart